I can't figure this one out either it gives me same option I hit ok for shutdown and it shuts down then about 20 seconds starts up again , in turn never totally shutting off? any ideas?
only first day on the droid

yeah if you bothered to read the stuff that came with the phone it is always on while charging, so if you have it turned off and you plug it in it will turn on, if its plugged in and you shut it down it will restart. Something to do with power management I'm told, though I'm not certain.